Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,66% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 455 370 CHF | 152 790 CHF | 99,22% | 99,22% |
14/08/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 422 586 CHF | 141 862 CHF | 99,23% | 99,23% |
13/08/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 405 516 CHF | 136 172 CHF | 99,23% | 99,23% |
12/08/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 408 614 CHF | 137 205 CHF | 99,23% | 99,23% |
09/08/2024 | 0,72% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 413 775 CHF | 138 925 CHF | 99,22% | 99,22% |
08/08/2024 | 0,77% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 390 076 CHF | 131 025 CHF | 99,13% | 99,13% |
07/08/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 416 339 CHF | 139 780 CHF | 99,20% | 99,20% |
06/08/2024 | 0,82% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 366 350 CHF | 123 117 CHF | 99,08% | 99,08% |
02/08/2024 | 0,84% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 359 453 CHF | 120 818 CHF | 99,17% | 99,17% |
30/07/2024 | 0,62% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 482 158 CHF | 161 719 CHF | 99,22% | 99,22% |